Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models
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Bibliographic InfoArticle provided by Springer in its journal Journal of Economics and Finance.
Volume (Year): 36 (2012)
Issue (Month): 3 (July)
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Web page: http://link.springer.de/link/service/journals/120857/index.htm
Find related papers by JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Mohammad R. Jahan-Parvar & Hassan Mohammadi, 2009. "Oil prices and competitiveness: time series evidence from six oil-producing countries," Journal of Economic Studies, Emerald Group Publishing, vol. 36(1), pages 98-118, January.
- Narayan, Seema, 2013. "Foreign exchange markets and oil prices in Asia," Journal of Asian Economics, Elsevier, vol. 28(C), pages 41-50.
- Hasanov, Fakhri, 2010.
"The impact of real oil price on real effective exchange rate: The case of Azerbaijan,"
33493, University Library of Munich, Germany.
- Fakhri Hasanov, 2010. "The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan," Discussion Papers of DIW Berlin 1041, DIW Berlin, German Institute for Economic Research.
- Hasanov Fakhri, 2011.
"Analyzing price level in a booming economy: the case of Azerbaijan,"
EERC Working Paper Series
11/02e, EERC Research Network, Russia and CIS.
- Hasanov, Fakhri, 2009. "Analyzing price level in a booming economy: the case of Azerbaijan," MPRA Paper 29555, University Library of Munich, Germany.
- Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra, 2013. "Is Russia suffering from Dutch Disease? Cointegration with structural break," Resources Policy, Elsevier, vol. 38(4), pages 605-612.
- Ahmad, A.H. & Moran Hernandez, Ricardo, 2013. "Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 306-317.
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